Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52200.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48070.54 Kr¶

PnL: ---------------------------------------> -861.46 Kr¶

DD now: ---------------------------------> -1.732 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 15:02:59.539110'

Anic Portfolio¶

Today¶

Return: 0.241 %¶

This Week¶

Return: -0.221 %¶

Total portfolio value¶

Return including deposits: 70.891 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 6.410000 699.230000 60.230000 9.430000 638.999984
Biotage 4 1.470000 633.200000 30.200000 5.010000 603.000000
Embracer Group B 26 1.770000 686.530000 24.530000 3.710000 661.999988
Vitrolife 3 1.300000 701.400000 24.400000 3.600000 677.000001
Xvivo Perfusion 3 -1.530000 868.500000 23.500000 2.780000 845.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Svolder B 35 0.160000 2196.250000 17.250000 0.790000 2179.000005
Fortnox 10 0.590000 680.400000 12.400000 1.860000 668.000000
SynAct Pharma 9 -0.140000 657.000000 12.000000 1.860000 645.000003
Humana 40 3.140000 683.200000 9.200000 1.360000 674.000000
NCC B 7 0.590000 660.450000 6.450000 0.990000 653.999997
Volati 5 0.350000 575.000000 1.000000 0.170000 574.000000
SCA A 4 2.040000 600.000000 1.000000 0.170000 599.000000
Addnode Group B 6 -0.950000 753.000000 1.000000 0.130000 751.999998
Indutrade 5 -0.560000 1321.000000 1.000000 0.080000 1320.000000
Latour B 2 -0.580000 449.400000 0.400000 0.090000 449.000000
Nolato B 12 -1.110000 640.200000 -7.800000 -1.200000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Profoto Holding 7 -1.450000 571.200000 -10.800000 -1.860000 581.999999
Sdiptech B 3 -1.750000 810.000000 -12.000000 -1.460000 822.000000
Investor B 3 -0.530000 645.300000 -12.700000 -1.930000 657.999999
BONESUPPORT HOLDING 10 -0.170000 1208.000000 -16.000000 -1.310000 1224.000000
Gaming Innovation Group 161 0.580000 4169.900000 -18.100000 -0.430000 4187.999942
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Ambea 68 1.380000 2499.680000 -37.320000 -1.470000 2537.000032
Lundin Gold 7 -0.920000 908.600000 -65.400000 -6.710000 973.999999
Creades A 7 -0.830000 544.250000 -66.750000 -10.920000 610.999998
Balco Group 39 -0.430000 1792.050000 -82.950000 -4.420000 1874.999997
Investor A 16 -0.780000 3438.400000 -106.600000 -3.010000 3545.000000
Sedana Medical 135 1.700000 4203.900000 -127.100000 -2.930000 4330.999935
New Wave B 40 0.440000 3776.400000 -139.600000 -3.560000 3916.000000
Wästbygg Gruppen B 80 -0.600000 2672.000000 -199.000000 -6.930000 2871.000000
Bactiguard Holding B 37 3.020000 2652.900000 -314.100000 -10.590000 2966.999993
TOTAL 48070.540000 -861.460000 -1.7318% 48931.999868

Updated:¶

'2023-06-14 15:03:17.088174'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶